http://www.freenet.org.nz/misc/knoppix-install.html

has all you need to get you going. You just boot up the live CD and follow the instructions.

If you need to re-size a Windows 9* partition, it's essential to run a full defrag and scandisk routine first from within Windows. If you have an ntfs file system (Windows NT, 2000, XP) you'll almost certainly need either a proprietary tool or (heh, heh) to do the initial resizing from a recent Mandrake installation disk and then abandon the Mandrake installation after it has resized the partitions.

There's a lot more under the "Docs" tab above (on this page), and there are other installation scripts and methods apart from the knx-hdinstall routine used in the McNabb article above. But I've always found the knx-hdinstall script to be the best of the bunch.

If you are worried about screwing up your Windows install, the easiest way is to buy another hard drive and fit it and install Knoppix on that. After you've installed Knoppix, it's pretty easy to get Lilo to dual boot both Operating Systems.